中国银行业x效率实证分析：基于非参数随机前沿模型

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1、浙江工商大学硕士学位论文中国银行业x效率窘证研究：基于非参数随0Y1735430lUIIIIILIIIIil／11lUlIIl[ILIIIql1年的盈利能力和贷款质量有很大的进步，不仅提高了盈利能力，并且也在一定程度上控制了其贷款冲动。股份制银行的利润效率水平和贷款效率水平均有提高，贷款质量改善，而政策性银行在2004年一2008年以来，利润效率下滑，且贷款效率有较大幅度的上升，贷款的质量和盈利状况进一步下滑，贷款冲动加剧。关键词：X效率；非参数随机前沿模型；贷款效率；利润效率III浙江工商大学硕士

2、学位论文中国银行业X效率实证研究：基于非参数随机前沿模型EMPIRICALANALYSISOFCHINA’SBANKINGSECTOR：BASEDoNNONPARAMETRICSToCHASTICFRONTIERAPPROACHABSTRACTXefficiencyofbanksdescribesalltechnicalandallocatesefficienciesofindividualbanksthatarenotscale／scopedependent．ThusXefficiencyisam

3、easureofhowwellmanagementisaligningtechnology,humanresources，andotherassetstoproduceagivenlevelofoutputs．Currently,frontieranalysismethodhasbecomethemostcommonlyusedmethodinthestudyofbankingefficiency．Frontieranalysismethodcanbedividedintotwobrands：non

4、parametricandparametermethod．Consideringoftheadvantagesanddisadvantagesoftwomethods，wechoosenon．parametricstochasticfrontiermodelthatwasproposedfirstbyDanielJ．Henderson(2003)asatechniquetodotheempiricalstudy．Usingthemodel，wedon’tneedtospecifytheformoft

5、hefrontierfunctionandassumethedistributionofthemndomerror．ItnotonlyinheritstheflexibilityofDEAmethods，butalsotakesthemndomIV浙江工商大学硕士学位论文中国银行业x效率实证研究：基于非参数随机前沿模型disturbanceintoaccount，distinguishinginefficiencyitemandrandomerrorterm．Andtheestimatedelast

6、icitycoefficientofthefrontierfunctionvariesovertimeandperformsdifferentlyamongvariousindividuals．ItismoresuitableforUStoanalyzetheeconomicphenomenondynamically．Unfortunately,J．Hendersonjustproposedthetheoryofnonparametricstochasticfrontierapproach，butd

7、idn’texplainthemeaningoftheelasticityanddofurtherempiricalresearch．Inthispaper,itisatryforUStoapplythetechniquestoestimateproductionfrontieraswellasestimateXefficiencyofChinesebanking．First，weanalyzetheelasticityofthebanksdynamically．Thenwedrawsomenewc

8、onclusions．Theprofitofstate-ownedbanksismostsensitivetochangesoffixedassets，whilejoint-stockbanksleastsensitive．Theaverageelasticityofthefixedassetsis—O．8189and0．006387，respectively．Theprofitsofstate-ownedbankswhoseelasticityis-．1．8533a